Hyperparameter scheduling

When training neural networks, you often have to tune hyperparameters.

In FluxTraining . jl the following definition is used:

A hyperparameter is any state that influences the training and is not a parameter of the model .

Common hyperparameters to worry about are the learning rate, batch size and regularization strength.

In recent years, it has also become common practice to schedule some hyperparameters. The cyclical learning rate schedule introduced in L . Smith 2015 , for example, changes the learning rate every step to speed up convergence.

FluxTraining . jl provides an extensible interface for hyperparameter scheduling that is not restricted to optimizer hyperparameters as in many other training frameworks. To use it, you have to create a Scheduler , a callback that can be passed to a Learner .

Scheduler ’s constructor takes pairs of hyperparameter types and associated schedules.

As an example

• LearningRate is a hyperparameter type representing the optimizer’s step size; and

• schedule = Exp(γ=0.9) represents an exponential decay scheduling

We can create the callback scheduling the learning rate according to Scheduler(LearningRate => schedule) .

Schedule s are built around ParameterSchedulers . jl . See that package’s documentation for more details on how to construct them.

One - cycle learning rate

Let’s define a Schedule that follows the above-mentioned cyclical learning rate schedule.

The idea is to start with a small learning rate, gradually increase it, and then slowly decrease it again.

For example, we could start with a learning rate of 0.01, increase it to 0.1 over 3 epochs, and then down to 0.001 over 7 epochs. Let’s also use cosine annealing, a common practice that makes sure the values are interpolated more smoothly.

In code, that looks like this:

			
			
			
			
			using
			
			
			 
			
			ParameterSchedulers
			
			:
			
			
			 
			
			Shifted
			
			,
			
			
			 
			
			Sin
			
			  
			
			# for cosine annealing
			
			

			
			

			
			
			es
			
			 
			
			=
			
			 
			
			
			length
			
			(
			
			traindl
			
			)
			
			     
			
			# number of steps in an epoch
			
			

			
			

			
			
			schedule
			
			 
			
			=
			
			 
			
			
			Sequence
			
			(
			
			
    
			
			
			
			Sin
			
			(
			
			
			λ0
			
			=
			
			0.01
			
			,
			
			 
			
			# initial learning rate
			
			
        
			
			
			λ1
			
			=
			
			0.1
			
			,
			
			 
			
			# max learning rate
			
			
        
			
			
			period
			
			=
			
			
			2
			
			*
			
			
			3
			
			
			
			es
			
			 
			
			#
			
			
        
			
			)
			
			 
			
			=>
			
			
			 
			
			3
			
			
			
			es
			
			,
			
			
    
			
			
			
			Shifted
			
			(
			
			
        
			
			
			Sin
			
			(
			
			
			λ0
			
			=
			
			0.1
			
			,
			
			 
			
			# max learning rate
			
			
            
			
			
			λ1
			
			=
			
			0.001
			
			,
			
			 
			
			# end learning rate
			
			
            
			
			
			period
			
			=
			
			
			2
			
			*
			
			
			7
			
			
			
			es
			
			 
        
			
			)
			
			,
			
			 
			
			
			
			7
			
			
			
			es
			
			+
			
			1
			
			
    
			
			)
			
			 
			
			=>
			
			
			 
			
			7
			
			
			
			es
			
			

			
			)
			
			

			
			

			
			
			learner
			
			 
			
			=
			
			 
			
			
			model
			
			(
			
			model
			
			,
			
			 
			
			data
			
			,
			
			 
			
			opt
			
			,
			
			 
			
			lossfn
			
			,
			
			 
			
			
	
		
			Scheduler
			
			(
			
			
	
		
			LearningRate
			
			 
			
			=>
			
			 
			
			schedule
			
			)
			
			)

For convenience, you can also use the onecycle helper to create this Schedule .
See ParameterSchedulers . jl documentation for more details on warm-up schedules.

Extending

You can create and schedule your own hyperparameters.

To do this, you will need to define

• a type for your hyperparameter, e.g. abstract type MyParam <: HyperParameter end ,

• how to set the hyperparameter by implementing sethyperparameter! (learner, ::Type{MyParam}, value)

• what state needs to be accessed to set the hyperparameter by implementing stateaccess (::Type{MyParam}) . See custom callbacks for more info on why this is needed.